girl looking into her desktop
Back to search results

Quantitative Finance Analyst

Charlotte, North Carolina;

Job Description:

Role responsibilities:

•    Review and Validate Complex Predictive Models for conceptual soundness, quantitative rigor and to ensure they follow good modeling practices and are in compliance with the Enterprise Model Governance Policy, Guidelines, Testing Playbooks and Regulatory Requirements.
•    Analyze data using mathematical models, and statistical techniques such as Least Squares Regression, Logistics Regression, Error Correcting Models (ECM), etc.
•    Research and analyze data using a variety of software programs, including R, SAS, Python, etc., and present findings to internal and external stakeholders
•    Present research results in reports, tables, and charts in the Initial Assessment report (IAR), Model Validation Report (MVR), Required Action Item Assessment (RAI Assessment), and Ongoing Monitoring Report reviews (OMR Reviews).
•    Collaborate cross-functionally to ensure compliance with processes and to create more effective model validation process. 
•    Write structured, comprehensive validation reports for assessment of the models, and meeting regulatory requirements for independent model validation and effective challenge.
•    Develop alternative models by applying quantitative statistical analysis to internal and external data
 

Required:

•    Advanced quantitative degree with 3+ years of hands on model development or validation experience in Wealth Management, Asset Management, or Capital Markets.
•    Knowledge of asset allocation, portfolio optimization, derivative pricing, simulation, statistical modeling, and stress testing.
•    Knowledge of modeling process and model performance measures and to perform effective challenges to the current models
•    Proficient in MATLAB, Python and R.
•    Understanding of Artificial Intelligence / Machine Learning
•    Ability to follow up with issues and summarize discussions
•    Ability to communicate clearly, effectively, and work well with people at all levels

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Role responsibilities:

•    Review and Validate Complex Predictive Models for conceptual soundness, quantitative rigor and to ensure they follow good modeling practices and are in compliance with the Enterprise Model Governance Policy, Guidelines, Testing Playbooks and Regulatory Requirements.
•    Analyze data using mathematical models, and statistical techniques such as Least Squares Regression, Logistics Regression, Error Correcting Models (ECM), etc.
•    Research and analyze data using a variety of software programs, including R, SAS, Python, etc., and present findings to internal and external stakeholders
•    Present research results in reports, tables, and charts in the Initial Assessment report (IAR), Model Validation Report (MVR), Required Action Item Assessment (RAI Assessment), and Ongoing Monitoring Report reviews (OMR Reviews).
•    Collaborate cross-functionally to ensure compliance with processes and to create more effective model validation process. 
•    Write structured, comprehensive validation reports for assessment of the models, and meeting regulatory requirements for independent model validation and effective challenge.
•    Develop alternative models by applying quantitative statistical analysis to internal and external data
 

Required:

•    Advanced quantitative degree with 3+ years of hands on model development or validation experience in Wealth Management, Asset Management, or Capital Markets.
•    Knowledge of asset allocation, portfolio optimization, derivative pricing, simulation, statistical modeling, and stress testing.
•    Knowledge of modeling process and model performance measures and to perform effective challenges to the current models
•    Proficient in MATLAB, Python and R.
•    Understanding of Artificial Intelligence / Machine Learning
•    Ability to follow up with issues and summarize discussions
•    Ability to communicate clearly, effectively, and work well with people at all levels

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-22019480

Band: H5

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Taylor Pitre

Referral Bonus:

0